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import { MoexChart, Timeframes } from 'moex-chart';
import { useCallback, useEffect, useRef, useState } from 'react';
import { useChangeProperties, useSelectProperties } from '@modules/widgetProperties';
import { WidgetProperties } from '@widgets/Chart/properties/types';
import { ChartIndicativeData } from '@widgets/Chart/types';
import { MOEX_CHART_CONFIG } from '../constants';
import { DataSourceProvider } from '../dataSourceProvide';
import type { __CompareManager__, IMoexChart, SymbolInfoInput } from 'moex-chart';
interface TUseMoexChartProps {
symbolInfo: SymbolInfoInput;
indicativeData?: ChartIndicativeData;
}
export const useMoexChart = ({ symbolInfo, indicativeData }: TUseMoexChartProps) => {
const moexChartState = useSelectProperties(
(widgetProperties: Partial<WidgetProperties>) => widgetProperties.moexChartState,
);
const { updateProperties } = useChangeProperties<WidgetProperties>();
const [isCompareOpen, setIsCompareOpen] = useState(false);
const [isSymbolSearchOpen, setIsSymbolSearchOpen] = useState(false);
const containerRef = useRef<HTMLDivElement | null>(null);
const chartRef = useRef<MoexChart | null>(null);
const compareManagerRef = useRef<__CompareManager__ | null>(null);
const currentSymbolInfoRef = useRef<SymbolInfoInput>(symbolInfo);
const timeframeRef = useRef<Timeframes | undefined>(moexChartState?.timeframe);
const savedDataRef = useRef<string | undefined>(moexChartState?.savedData);
const updateTimeframeRef = useRef<((timeframe: Timeframes) => void) | null>(null);
useEffect(() => {
const nextSymbolInfo: SymbolInfoInput = {
symbolId: symbolInfo.symbolId,
symbol: symbolInfo.symbol,
symbolName: symbolInfo.symbolName,
};
currentSymbolInfoRef.current = nextSymbolInfo;
chartRef.current?.setSymbol(nextSymbolInfo);
}, [symbolInfo.symbolId, symbolInfo.symbol, symbolInfo.symbolName]);
useEffect(() => {
timeframeRef.current = moexChartState?.timeframe;
savedDataRef.current = moexChartState?.savedData;
}, [moexChartState]);
updateTimeframeRef.current = (timeframe: Timeframes) => {
if (timeframeRef.current === timeframe) {
return;
}
timeframeRef.current = timeframe;
updateProperties((state) => {
state.moexChartState = {
...state.moexChartState,
timeframe,
};
});
};
const saveSnapshot = useCallback((): void => {
const snapshot = chartRef.current?.getSnapshot();
if (!snapshot) {
return;
}
const savedData = JSON.stringify({
...snapshot,
charts: snapshot.charts.map((chart) => ({
...chart,
panes: chart.panes.map((pane) => ({
...pane,
indicators: pane.indicators.map((indicator) => {
const compareSeries = indicator.config?.series[0];
const compareSymbolInfo = indicator.config?.symbolInfo;
return {
...indicator,
dataSource: undefined, // dataSource пока не среиализуем
config:
indicator.indicatorType === undefined && compareSymbolInfo && indicator.config?.label && compareSeries
? {
symbolInfo: compareSymbolInfo,
label: indicator.config.label,
newPane: indicator.config.newPane,
series: [
{
name: compareSeries.name,
seriesOptions: {
priceScaleId: compareSeries.seriesOptions?.priceScaleId,
},
},
],
}
: undefined,
};
}),
})),
})),
});
savedDataRef.current = savedData;
updateProperties((state) => {
state.moexChartState = {
...state.moexChartState,
timeframe: timeframeRef.current || Timeframes['1m'],
savedData,
};
});
}, [updateProperties]);
const getSnapshotWithCurrentSymbol = (
snapshot: typeof MOEX_CHART_CONFIG.snapshot | IMoexChart['snapshot'],
timeframe: Timeframes,
): IMoexChart['snapshot'] => ({
...snapshot,
charts: snapshot.charts.map((chartSnapshot) => ({
...chartSnapshot,
...currentSymbolInfoRef.current,
timeframe,
})),
});
const applySnapshot = (): void => {
if (!savedDataRef.current || !chartRef.current) {
return;
}
const savedSnapshot = JSON.parse(savedDataRef.current) as IMoexChart['snapshot'];
const timeframe = timeframeRef.current || Timeframes['1m'];
chartRef.current.setSnapshot(getSnapshotWithCurrentSymbol(savedSnapshot, timeframe));
compareManagerRef.current = chartRef.current.getCompareManager();
};
useEffect(() => {
const container = containerRef.current;
if (!container) {
return undefined;
}
const timeframe = timeframeRef.current || Timeframes['1m'];
const savedSnapshot = savedDataRef.current
? (JSON.parse(savedDataRef.current) as IMoexChart['snapshot'])
: MOEX_CHART_CONFIG.snapshot;
const dataProvider = new DataSourceProvider();
const chart = new MoexChart({
...MOEX_CHART_CONFIG,
container,
snapshot: getSnapshotWithCurrentSymbol(savedSnapshot, timeframe),
chartCollectionPreset: {
...MOEX_CHART_CONFIG.chartCollectionPreset,
openCompareModal: () => setIsCompareOpen(true),
openSymbolSearchModal: () => setIsSymbolSearchOpen(true),
getDataSource: dataProvider.getDataSource(indicativeData, (nextTimeframe) => {
updateTimeframeRef.current?.(nextTimeframe);
}),
startRealtime: (getSymbols, getTimeframe, update) =>
dataProvider.startRealtime({
getSymbols,
getTimeframe,
update,
}),
},
});
chartRef.current = chart;
compareManagerRef.current = chart.getCompareManager();
const intervalId = setInterval(() => {
saveSnapshot();
}, 1000);
return () => {
clearInterval(intervalId);
saveSnapshot();
chartRef.current = null;
compareManagerRef.current = null;
chart.destroy();
};
// eslint-disable-next-line react-hooks/exhaustive-deps -- исправим позже
}, [indicativeData]);
return {
containerRef,
isCompareOpen,
isSymbolSearchOpen,
compareManagerRef,
setIsCompareOpen,
setIsSymbolSearchOpen,
saveSnapshot,
applySnapshot,
hasSavedSnapshot: Boolean(moexChartState?.savedData),
};
};
import dayjs from 'dayjs';
import duration from 'dayjs/plugin/duration';
import { getStartTime, parseTimeframe } from 'moex-chart';
import {
getISSOddTimeframePart,
moexChartTimeConverter,
moexChartToIssTimeframe,
} from '@utils/chartToReqTimeConverter';
import { DEFAULT_SYMBOL } from '@widgets/Chart/const';
import { requestBars, requestRealtimeBars } from '../../requestBars';
import { ChartIndicativeData } from '../../types';
import type { ManipulateType } from 'dayjs';
import type { Candle, Timeframes } from 'moex-chart';
dayjs.extend(duration);
function getRequestSymbol(symbolRaw?: string): string | undefined {
const symbol = String(symbolRaw ?? '').trim();
if (!symbol || symbol === DEFAULT_SYMBOL) {
return undefined;
}
return symbol;
}
const collectCandleGroup = ({
data,
startIndex,
iterationCounter,
startTime,
}: {
data: Candle[];
startIndex: number;
iterationCounter: number;
startTime: number;
}): {
aggregatedCandle: Candle | undefined;
consumedCount: number;
} => {
let aggregatedCandle: Candle | undefined;
let offset = 0;
let consumedCount = 0;
while (offset < iterationCounter) {
const currentCandle = data[startIndex + offset];
if (!currentCandle) {
break;
}
if (!aggregatedCandle) {
aggregatedCandle = currentCandle;
} else {
aggregatedCandle = {
...aggregatedCandle,
high: Math.max(currentCandle.high, aggregatedCandle.high),
low: Math.min(currentCandle.low, aggregatedCandle.low),
close: currentCandle.close,
volume: (aggregatedCandle.volume ?? 0) + (currentCandle.volume ?? 0),
};
}
consumedCount += 1;
if (startIndex + offset + 1 === data.length || currentCandle.time > startTime * 1000) {
break;
}
offset += 1;
}
return {
aggregatedCandle,
consumedCount,
};
};
const proceedConvolution = ({
data,
moexCandle,
requestedTimeframe,
dayjsUnit,
iterationCounter,
}: {
data: Candle[];
moexCandle: number;
requestedTimeframe: Timeframes;
dayjsUnit: ManipulateType;
iterationCounter: number;
}): Candle[] => {
const result: Candle[] = [];
let index = 0;
while (index < data.length - 1) {
const firstCandle = data[index];
if (!firstCandle) {
break;
}
const startTime = getStartTime(
requestedTimeframe,
dayjs(firstCandle.time).add(moexCandle, dayjsUnit).unix() * 1000,
);
const { aggregatedCandle, consumedCount } = collectCandleGroup({
data,
startIndex: index,
iterationCounter,
startTime,
});
if (!aggregatedCandle || consumedCount === 0) {
break;
}
result.push(aggregatedCandle);
index += consumedCount;
}
return result;
};
const timeframeConvolution = (data: Candle[], requestedTimeframe: Timeframes): Candle[] => {
const issTimeframe = moexChartToIssTimeframe(requestedTimeframe);
if (issTimeframe === requestedTimeframe) {
return data;
}
const { candleWidth: moexCandle, dayjsUnit } = parseTimeframe(requestedTimeframe);
const firstCandle = data[0];
if (!firstCandle) {
return [];
}
const dataStartTime = getStartTime(
requestedTimeframe,
dayjs(firstCandle.time).add(moexCandle, dayjsUnit).unix() * 1000,
);
const { value, unit } = getISSOddTimeframePart(issTimeframe);
let startIndex = 0;
while (
startIndex < data.length &&
startIndex < 60 &&
dataStartTime !== dayjs(data[startIndex].time).subtract(value, unit).unix()
) {
startIndex += 1;
}
if (startIndex >= data.length || startIndex >= 60) {
return [];
}
const { candleWidth: issCandle } = parseTimeframe(issTimeframe);
return proceedConvolution({
data: data.slice(startIndex),
moexCandle,
requestedTimeframe,
dayjsUnit,
iterationCounter: moexCandle / issCandle,
});
};
// По хорошему - класс должен быть синглтоном, чтобы кормить MoexChart одинаковой датой,
// и не плодить несколько подключений на одни символа
class DataSourceProvider {
private prevRealtimeDataArr: Candle[] = [];
private prevRealtimeData: Candle | undefined;
private realtimeShouldBeConvoluted = false;
private realtimeTimer: ReturnType<typeof setInterval> | null = null;
public getDataSource =
(indicativeData?: ChartIndicativeData, cb?: (timeframe: Timeframes) => void) =>
async (timeframe: Timeframes, symbolId: string, until?: Candle) => {
const symbol = getRequestSymbol(symbolId);
if (!symbol) {
return null;
}
cb?.(timeframe);
const interval = moexChartTimeConverter(timeframe);
const date = until?.time || Math.round(Date.now() / 1000);
const data = await requestBars({
currencyPair: symbol.replaceAll(':', '.'),
interval,
periodParams: {
firstDataRequest: true,
to: date,
from: Date.now(),
countBack: 2000,
},
ticker: symbol,
indicativeData,
});
if (data.length === 0) {
return null;
}
const issTimeframe = moexChartToIssTimeframe(timeframe);
if (issTimeframe === timeframe) {
this.realtimeShouldBeConvoluted = false;
return data;
}
this.realtimeShouldBeConvoluted = true;
return timeframeConvolution(data, timeframe);
};
public startRealtime({
getSymbols,
getTimeframe,
update,
periodMs = 5000,
indicativeData,
}: {
getSymbols: () => string[];
getTimeframe: () => Timeframes;
update: (symbolId: string, candle: Candle) => void;
periodMs?: number;
indicativeData?: ChartIndicativeData;
}): () => void {
if (this.realtimeTimer) {
clearInterval(this.realtimeTimer);
}
this.realtimeTimer = setInterval(() => {
const timeframe = getTimeframe();
const symbolIds = getSymbols();
Promise.all(
symbolIds.map(async (symbolId) => {
const symbol = getRequestSymbol(symbolId);
if (!symbol) {
return;
}
const data = await requestRealtimeBars({
currencyPair: symbol.replaceAll(':', '.'),
interval: moexChartTimeConverter(timeframe),
ticker: symbol,
indicativeData,
});
if (!data) {
return;
}
if (!this.prevRealtimeData) {
this.prevRealtimeData = data;
this.prevRealtimeDataArr = [data];
update(symbol, data);
return;
}
if (JSON.stringify(data) !== JSON.stringify(this.prevRealtimeData)) {
this.realtimeConvolution(timeframe, data, (candle) => {
update(symbol, candle);
});
}
}),
);
}, periodMs);
return () => {
if (this.realtimeTimer) {
clearInterval(this.realtimeTimer);
}
this.realtimeTimer = null;
};
}
private realtimeConvolution(timeframe: Timeframes, data: Candle, update: (candle: Candle) => void): void {
let candle = data;
if (this.realtimeShouldBeConvoluted && this.prevRealtimeData) {
const { candleWidth: moexCandle, dayjsUnit } = parseTimeframe(timeframe);
const dataStartTimeFromPrevData = getStartTime(
timeframe,
dayjs(this.prevRealtimeData.time).add(moexCandle, dayjsUnit).unix() * 1000,
);
const dataStartTime = getStartTime(timeframe, dayjs(data.time).add(moexCandle, dayjsUnit).unix() * 1000);
const isNextTimeframeStep = dataStartTime !== dataStartTimeFromPrevData;
if (isNextTimeframeStep) {
this.prevRealtimeDataArr = [data];
} else {
const isNewBarInsideTimeframe = this.prevRealtimeData.time !== data.time;
if (isNewBarInsideTimeframe) {
this.prevRealtimeDataArr.push(data);
} else {
this.prevRealtimeDataArr[this.prevRealtimeDataArr.length - 1] = data;
}
const firstCandle = this.prevRealtimeDataArr[0];
const lastCandle = this.prevRealtimeDataArr[this.prevRealtimeDataArr.length - 1];
if (firstCandle && lastCandle) {
candle = {
time: firstCandle.time,
open: firstCandle.open,
high: Math.max(...this.prevRealtimeDataArr.map(({ high }) => high)),
low: Math.min(...this.prevRealtimeDataArr.map(({ low }) => low)),
close: lastCandle.close,
volume: this.prevRealtimeDataArr.reduce((total, currentCandle) => total + (currentCandle.volume ?? 0), 0),
};
}
}
}
this.prevRealtimeData = data;
update(candle);
}
}
export { DataSourceProvider };
import React, { FC, lazy, useContext, useState } from 'react';
import { DNDWrapper } from '@components/DNDWrapper';
import { InstrumentSearch } from '@components/InstrumentSearch';
import WidgetContentWrapper from '@components/WidgetContentWrapper';
import WidgetHeader from '@components/WidgetHeader';
import { useDropInstrument } from '@hooks/dnd';
import { WidgetEnvContext } from '@terminal/desktop/workspaces/default/components/Widget/context';
import { useWidgetHeaderName } from '@utils/useWidgetName';
import useChartComponentFacade from './hooks/useChartComponentFacade';
import type { ChartContainerProps } from './types';
const MoexChart = lazy(() => import('./components/MoexChart/MoexChart'));
export const Chart: FC<ChartContainerProps> = function (props): JSX.Element {
const indicativeData = props.widgetContentProps?.indicativeData;
const {
dropDownOpen,
setDropdownOpen,
currentSymbolInfo,
setIsWidgetHeaderContextMenuOpen,
isWidgetHeaderContextMenuOpen,
onDropInstrument,
addInstrumentFromModal,
isOver,
} = useChartComponentFacade(props);
/* на дроп обновляем название бумаги в сторе
и делаем апдейт на бэк, чтобы сохранить изменения
при обновлении страницы */
const { dropRef } = useDropInstrument((dragData) => {
onDropInstrument(dragData.properties.issKey, true);
});
const [isOpenEmptyAction, setIsOpenEmptyAction] = useState<boolean>(false);
const openInstrumentModal = () => {
setIsOpenEmptyAction(true);
setIsWidgetHeaderContextMenuOpen(false);
};
// TODO: Зависит от сеток
const { isDraggedOver } = useContext(WidgetEnvContext);
const contractsInstrumentName = useWidgetHeaderName(currentSymbolInfo.symbolId);
const symbolInfo = indicativeData
? {
symbolId: indicativeData.key,
symbol: indicativeData.secId,
symbolName: `${indicativeData.instrumentName} ${indicativeData.settlement} - ${indicativeData.firmName}`,
}
: currentSymbolInfo;
const instrumentName = symbolInfo.symbolName || contractsInstrumentName || symbolInfo.symbol || symbolInfo.symbolId;
return (
<DNDWrapper
ref={dropRef}
isOver={isOver}
canDrop
>
<WidgetHeader
{...props}
dropdownOpen={dropDownOpen}
setDropdownOpen={setDropdownOpen}
itemsSearchIcon={[true]}
handlerSaveAsExcel={null}
addToWidgetNamePrefix={instrumentName}
setIsOpenContextMenuFromWidget={setIsWidgetHeaderContextMenuOpen}
isOpenContextMenuFromWidget={isWidgetHeaderContextMenuOpen}
openInstrumentsModal={openInstrumentModal}
/>
<WidgetContentWrapper {...props}>
<div
style={{
display: 'flex',
flexDirection: 'column',
height: '100%',
pointerEvents: isDraggedOver ? 'none' : 'inherit',
}}
>
<MoexChart
symbolInfo={symbolInfo}
indicativeData={indicativeData}
widgetId={props.widgetId}
addInstrumentFromModal={addInstrumentFromModal}
/>
{isOpenEmptyAction && (
<InstrumentSearch
setOpen={setIsOpenEmptyAction}
isOpen={isOpenEmptyAction}
variant="single"
widgetId={props.widgetId}
// withNRD={false}
addInstruments={addInstrumentFromModal}
/>
)}
</div>
</WidgetContentWrapper>
</DNDWrapper>
);
};